Looks like that crate uses the standard embedded-hal abstractions. There are two functions you want to look at on the MAX7219 struct, from_pins and from_spi depending on whether you're using hardware SPI or bit bashing. If you notice the signature for from_pins specifies they must be OutputPin instances.
If you don't already have a HAL crate for the pico you should first grab that and familiarize yourself with the process of initializing the hardware and the HAL.
Edit: for reference: https://crates.io/crates/rp-pico Check the examples from that crate for how to setup pins/SPI.